First Contact by Murray Leinster.
It won a retro Hugo for best novellette of 1946. Several anthologies have it including First Contact by Damon Knight, The Science Fiction Hall of Fame, Vol. 1, and A Sense of Wonder. The last one is $22 on the Kindle but it's huge and meant to be a textbook for a college SF course.

Let's not forget Ursula Le Guin's The Left Hand of Darkness. I can't remember to tell you if it's first person or not - I feel like it is but I doubt it should missed if your aim anthropological first contact.

I've added some to my TBR and was already re-reading C.J. Cherryh -- and have happily rediscovered Forty Thousand in Gehenna which is not only an Alien Integration story but also one I've been wracking my brain over trying to recall the title for the past 20 years.

I've added some to my TBR and was already re-reading C.J. Cherryh -- and have happily rediscovered Forty Thousand in Gehenna which is not only an Alien Integration story but also one I've been wracking my brain over trying to recall the title for the past 20 years.

Where did you get it from? Doesn't seem to be available as an ebook (in the UK, at least).